Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1304383.5457 | 1284608.8391 | 19774.7066 | 1103288.2397 | 1843460.8503 | -740172.6106 |
Total P&L (%) | 1304.3835 | 1284.6088 | 19.7747 | 1103.2882 | 1843.4609 | -740.1726 |
Avg Daily Profit (%) | 0.7176 | 0.7067 | 0.0109 | 0.137 | 0.1634 | 0 |
Buy And Hold Return (%) | 648.4464 | 648.4464 | 648.4464 | 648.4464 | 648.4464 | 648.4464 |
Max Trade Drawdown | -103190 | -83794 | -113815 | -1133895 | -718210 | -1016957 |
Profit Factor | 2.7628 | 4.631 | 1.0512 | 1.1845 | 1.6956 | 0.7778 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 51.4493 | 49.2754 | 53.6232 | 51.4493 | 49.2754 | 53.6232 |
Ratio Avg Win / Avg Loss | 2.6072 | 4.7672 | 0.9092 | 1.1177 | 1.7455 | 0.6727 |
Largest Winning Trade | 952609 | 952609 | 73299 | 1065495 | 1065495 | 541737 |
Largest Losing Trade | -66896 | -31368 | -66896 | -650417 | -429051 | -650417 |
Avg Bars in Trades | 155 | 160 | 149 | 155 | 160 | 149 |
Avg Bars in Winners | 188 | 199 | 177 | 188 | 199 | 177 |
Avg Bars in Losers | 120 | 123 | 117 | 120 | 123 | 117 |
Bars Traded | 21450 | 11105 | 10345 | 21450 | 11105 | 10345 |
Profit Streak | 0 | 83.1151 | 0 | 0 | 83.1151 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413118 | -88400 | -611153 | -35731 | -93591 | -681988 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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